#pragma once
#pragma warning(disable:4996)       // disable checked iterator errors http://msdn.microsoft.com/en-us/library/aa985965(VS.80).aspx 

//
// Copyright (C) 2011 Steve Channell steve.channell@cepheis.com
//
// This file is part of Cephei.QL, an open-source library wrapper 
// arround QuantLib http://quantlib.org/
//
// Cephei.QL is open source software: you can redistribute it and/or modify it
// under the terms of the license.  You should have received a
// copy of the license along with this program; if not, please email
// <support@cepheis.com>. The license is also available online at
// <http://cepheis.com/license.htm>.
//
// This program is distributed in the hope that it will be useful, but WITHOUT
// ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE.  See the license for more details.
//
// Version 2.101

#include <Macros.h>
#include <CoVector.h>
#include <CoMatrix.h>
#include <CoCube.h>
#include <ValueHelpers.h>
#include <Settings.h>

#include <gen/QL/PricingEngine.h>
#pragma unmanaged 
#include <ql\pricingengines\vanilla\analytichestonengine.hpp>
#include <boost/smart_ptr/detail/spinlock.hpp>
#pragma managed 

using namespace System;
using namespace QuantLib;
using namespace Cephei;

using namespace Cephei::QL::Models::Equity;
using namespace Cephei::QL::Instruments;
using namespace Cephei::QL;
#define HANDLE
#undef ABSTRACT
#undef STRUCT
namespace Cephei { namespace QL { namespace Pricingengines { namespace Vanilla {
	//////////////////////////////////////////////////////////////////////////////////////////////
	// implementation of IAnalyticHestonEngine
	public ref class CAnalyticHestonEngine : 
            public CPricingEngine,
            public Cephei::QL::Pricingengines::Vanilla::IAnalyticHestonEngine
	{
	protected: 
		boost::shared_ptr<QuantLib::AnalyticHestonEngine>* _ppAnalyticHestonEngine;
#ifdef HANDLE
		QuantLib::Handle<QuantLib::AnalyticHestonEngine>* _phAnalyticHestonEngine;
#endif
		Object^ _AnalyticHestonEngineOwner;     // reference to object that manages the storage for this object
	internal:
		CAnalyticHestonEngine (Cephei::QL::Models::Equity::IHestonModel^ model, Microsoft::FSharp::Core::FSharpOption<UInt64>^ integrationOrder);
		CAnalyticHestonEngine (Cephei::QL::Models::Equity::IHestonModel^ model, Double relTolerance, UInt64 maxEvaluations);
        CAnalyticHestonEngine (boost::shared_ptr<QuantLib::AnalyticHestonEngine>& childNative, Object^ owner);
        CAnalyticHestonEngine (QuantLib::AnalyticHestonEngine& childNative, Object^ owner);
        CAnalyticHestonEngine (CAnalyticHestonEngine^ copy);
        CAnalyticHestonEngine (System::Type^ t);
#ifdef STRUCT
        CAnalyticHestonEngine (QuantLib::AnalyticHestonEngine childNative);
#endif       
#ifdef HANDLE
		CAnalyticHestonEngine (QuantLib::Handle<QuantLib::AnalyticHestonEngine>& childNative, Object^ owner);
		CAnalyticHestonEngine (QuantLib::Handle<QuantLib::AnalyticHestonEngine> childNative);
#endif
		virtual ~CAnalyticHestonEngine ();
		!CAnalyticHestonEngine ();

	internal:
		QuantLib::AnalyticHestonEngine& GetReference ();
		boost::shared_ptr<QuantLib::AnalyticHestonEngine>& GetShared ();
		QuantLib::AnalyticHestonEngine* GetPointer ();
        void SetAnalyticHestonEngine (boost::shared_ptr<QuantLib::AnalyticHestonEngine> native)
        {
            if (_ppAnalyticHestonEngine != NULL)
                delete _ppAnalyticHestonEngine;
            _ppAnalyticHestonEngine = new boost::shared_ptr<QuantLib::AnalyticHestonEngine> (native);
            SetPricingEngine (boost::dynamic_pointer_cast<QuantLib::PricingEngine> (*_ppAnalyticHestonEngine));
        }
#ifdef HANDLE
		QuantLib::Handle<QuantLib::AnalyticHestonEngine>& GetHandle ();
#endif
		virtual bool HasNative () override;
    public:
        property Cephei::QL::Pricingengines::Vanilla::IAnalyticHestonEngine^ Calculate 
        {
		    virtual Cephei::QL::Pricingengines::Vanilla::IAnalyticHestonEngine^ get () ;
        }
        property UInt64 NumberOfEvaluations 
        {
		    virtual UInt64 get () ;
        }
    };
	//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
	// Factory class
	public ref class CAnalyticHestonEngine_Factory : public System::MarshalByRefObject,  public IAnalyticHestonEngine_Factory
	{
	public:
        virtual IAnalyticHestonEngine^ Create (Cephei::QL::Models::Equity::IHestonModel^ model, Microsoft::FSharp::Core::FSharpOption<UInt64>^ integrationOrder);
        virtual IAnalyticHestonEngine^ Create (Cephei::QL::Models::Equity::IHestonModel^ model, Double relTolerance, UInt64 maxEvaluations);
    };
   
/*Cephei*/ } /*QL*/ } /*Pricingengines*/ } /*Vanilla */}
